we have 2 accounts (local, group) of Adobe Experience Cloud - each including AAM. Will it be possible to create a destination between AAM local <-> AAM group in order to share segments between them?
Yes, There are three ways to share data between two AAM instance:
1) Market Place (https://experienceleague.adobe.com/docs/audience-manager/user-guide/features/audience-marketplace/ma...)
2) 2nd Party data share
3) S2S destination
You can use 1st way by your own to share data from one AAM instance to another & for 2nd & 3rd way you need to raise ticket to firstname.lastname@example.org so that someone from AAM support team will reach out to you & setup accordingly.